| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -383,866 | 1,885,144 | -523,286 | 494 | 232 | 41,911,987 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,134,505 | 1,134,505 | -1,257,687 | 16,593 |
| 1 | 750,639 | 750,639 | 734,401 | -16,099 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 24,952 | -1,991 | 12,712 | 93,039 | 0.62 | 0.076 | -3,588 |
| CN | 74 | -326,878 | -415,933 | -380,534 | 865,169 | 1.21 | 0.081 | 836 |
| HK | 20 | -87,695 | -49,643 | -136,333 | 275,479 | 1.26 | 0.125 | -10,996 |
| JP | 104 | 4,934 | -121,371 | -19,763 | 639,977 | 0.69 | 0.069 | 14,422 |
| KR | 1 | 1,648 | 0 | 142 | 1,648 | 0.09 | 0.247 | 407 |
| TW | 2 | -827 | 0 | 491 | 9,832 | 0.71 | 0.173 | -587 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,043 | -1,991 | -15,492 | 34,043 | 0.66 | -0.034 | 57 |
| 1 | 18 | 58,995 | 0 | 28,204 | 58,995 | 0.60 | -0.083 | -3,645 | |
| CN | -1 | 57 | -596,023 | -415,933 | -752,623 | 596,023 | 1.24 | -0.025 | 35,268 |
| 1 | 17 | 269,146 | 0 | 372,089 | 269,146 | 1.13 | -0.056 | -34,432 | |
| HK | -1 | 9 | -181,587 | -49,643 | -251,437 | 181,587 | 1.29 | -0.005 | -23,897 |
| 1 | 11 | 93,892 | 0 | 115,104 | 93,892 | 1.24 | 0.162 | 12,900 | |
| JP | -1 | 46 | -317,521 | -121,371 | -234,959 | 317,521 | 0.67 | -0.057 | 6,326 |
| 1 | 58 | 322,456 | 0 | 215,196 | 322,456 | 0.70 | 0.020 | 8,096 | |
| KR | 1 | 1 | 1,648 | 0 | 142 | 1,648 | 0.09 | 0.247 | 407 |
| TW | -1 | 1 | -5,330 | 0 | -3,176 | 5,330 | 0.60 | 0.218 | -1,163 |
| 1 | 1 | 4,502 | 0 | 3,667 | 4,502 | 0.81 | 0.128 | 576 |